Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 62493.3567 | 17290.0797 | 45203.277 | 72664.4475 | 15212.1488 | 57452.2987 |
Total P&L (%) | 62.4934 | 17.2901 | 45.2033 | 72.6644 | 15.2121 | 57.4523 |
Avg Daily Profit (%) | 0.7199 | 0.1992 | 0.5207 | 0.6312 | 0.1633 | 0.5243 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -13968 | -11384 | -12702 | -22830 | -18201 | -18698 |
Profit Factor | 1.6875 | 1.3265 | 2.1912 | 1.5779 | 1.2133 | 2.0559 |
Total Trades | 66 | 33 | 33 | 66 | 33 | 33 |
Winning Trades | 32 | 15 | 17 | 32 | 15 | 17 |
Losing Trades | 34 | 18 | 16 | 34 | 18 | 16 |
Profitability (%) | 48.4848 | 45.4545 | 51.5152 | 48.4848 | 45.4545 | 51.5152 |
Ratio Avg Win / Avg Loss | 1.793 | 1.5918 | 2.0623 | 1.6765 | 1.4559 | 1.9349 |
Largest Winning Trade | 17539 | 12532 | 17539 | 25765 | 13743 | 25765 |
Largest Losing Trade | -6348 | -6348 | -5953 | -8701 | -8701 | -8690 |
Avg Bars in Trades | 365 | 376 | 354 | 365 | 376 | 354 |
Avg Bars in Winners | 413 | 413 | 414 | 413 | 413 | 414 |
Avg Bars in Losers | 319 | 346 | 290 | 319 | 346 | 290 |
Bars Traded | 24119 | 12425 | 11694 | 24119 | 12425 | 11694 |
Profit Streak | 2.2678 | 0 | 2.9831 | 2.2678 | 0 | 2.9831 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -118104 | -3463 | 353974 | -118666 | -6959 | 378910 |
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# | Side | Entry time | Exit time | Entry price | Exit price | PnL | PnL % (gross) | PnL % (after margin) | Duration | Equity (Compounded 1000) | Equity (Chart Exit) | Δ $ (Chart - Table) | Equity (Fixed 1000) |
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